Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47486.59 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46091.74 Kr¶

PnL: ---------------------------------------> -796.83 Kr¶

DD now: ---------------------------------> -2.351 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 13:30:09.508644'

Anic Portfolio¶

Today¶

Return: -0.806 %¶

This Week¶

Return: -1.395 %¶

Total¶

Return: 55.459 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.250000 3166.800000 195.800000 6.590000 2971.000006
HEBA B 70 -2.130000 2737.000000 101.000000 3.830000 2636.000010
Corem Property Group B 59 -0.360000 655.490000 78.490000 13.600000 576.999999
Samhällsbyggnadsbo. i Norden B 20 1.550000 432.000000 77.000000 21.690000 355.000000
HMS Networks 2 -1.230000 706.800000 33.800000 5.020000 673.000000
Eastnine 4 -0.630000 506.400000 15.400000 3.140000 491.000000
Samhällsbyggnadsbo. i Norden D 12 2.250000 261.360000 15.360000 6.240000 246.000000
OEM International B 7 -1.150000 542.500000 14.500000 2.750000 527.999997
Norva24 Group 16 -3.330000 556.800000 13.800000 2.540000 543.000000
Resurs Holding 22 0.490000 586.520000 12.520000 2.180000 573.999998
Coor Service Management Hold. 8 0.000000 544.400000 12.400000 2.330000 532.000000
Midsona B 63 -2.400000 590.310000 7.310000 1.250000 582.999984
Intrum 4 -0.560000 533.000000 6.000000 1.140000 527.000000
Karnov Group 9 1.530000 539.100000 3.100000 0.580000 536.000004
Creaspac SPAC 6 0.100000 577.800000 0.800000 0.140000 577.000002
AcadeMedia 12 0.350000 556.800000 -0.200000 -0.040000 557.000004
Handelsbanken A 5 -2.040000 545.650000 -0.350000 -0.060000 546.000000
Essity B 2 -1.170000 573.200000 -0.800000 -0.140000 574.000000
Essity A 4 -0.170000 1148.000000 -1.000000 -0.090000 1149.000000
MedCap 2 -2.560000 419.000000 -2.000000 -0.480000 421.000000
Securitas B 6 -0.550000 563.880000 -6.120000 -1.070000 570.000000
Swedbank A 3 -2.210000 557.550000 -6.450000 -1.140000 564.000000
Fastighetsbolag. Emilshus Pref 21 -4.870000 553.350000 -8.650000 -1.540000 562.000005
Nordea Bank Abp 29 -1.360000 3443.460000 -10.540000 -0.310000 3453.999992
CTEK 13 0.990000 518.180000 -15.820000 -2.960000 533.999999
FM Mattsson Mora Group B 50 -0.170000 2895.000000 -32.000000 -1.090000 2927.000000
Boozt 12 -1.250000 1610.400000 -43.600000 -2.640000 1653.999996
Vivesto 1368 -1.680000 544.190000 -68.810000 -11.230000 612.999432
International Petroleum Corp. 5 1.850000 522.000000 -72.570000 -12.210000 594.565215
SAAB B 8 -0.730000 3276.000000 -101.000000 -2.990000 3377.000000
Sampo Oyj SDB 7 -1.020000 3738.000000 -112.000000 -2.910000 3850.000000
OX2 18 -0.230000 1540.800000 -123.200000 -7.400000 1663.999992
Axfood 13 -0.440000 3563.300000 -192.700000 -5.130000 3756.000001
Fasadgruppen Group 35 -0.790000 3528.000000 -283.000000 -7.430000 3810.999990
Ovzon 52 0.860000 3052.400000 -309.600000 -9.210000 3361.999992
TOTAL 46085.440000 -803.130000 -2.36398% 46888.564618

Updated:¶

'2023-01-13 13:28:07.907694'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶